Medication

Does anyone here take medication to deal with anxiety and burnout?  I was on an antidepressant for years but stopped about 4 months ago. However it has been suggested by my gp (via a psychiatrist) that I take venlafaxine.  However when I took the first tablet I felt terrible so I decided not to take any more. Apparently venlafaxine can help with social anxiety and similar stuff which I thought might help me to be more social and less awkward. All this was suggested before I got diagnosed too, so I am not sure it still makes sense to use - however I had a diagnosis of GAD which may have been caused by the autism and associated problems. 

I don’t feel any better or worse off the antidepressants so I am not sure they were doing much anyhow. I use diazepam for anxiety at the moment which are useful but doctors seem to think they are as bad as heroin so getting them regularly is almost impossible (but there are ways). I have also tried pregabalin which did nothing at all for me, literally. 

I try to manage the anxiety via exercise- I have a dog so I do a lot of walking and I also like cycling and running. But occasionally I get breakthroughs of anxiety- especially if I have to go somewhere new or use public transport. I used to self medicate with alcohol but that ended badly. 

has anyone had success with anything?